Similar Search Results - EconBiz

Generic inference on quantile and quantile effect functions for discrete outcomes

Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - 2016

This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for … and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution … rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions. …

Persistent link: https://www.econbiz.de/10011538584

Generic inference on quantile and quantile effect functions for discrete outcomes

Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - 2016

This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for … and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution … rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions. …

Persistent link: https://www.econbiz.de/10011524697

Generic inference on quantile and quantile effect functions for discrete outcomes

Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - 2017

This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for … and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution … rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions. …

Persistent link: https://www.econbiz.de/10011647471

Nonparametric inference for extremal conditional quantiles

Kurisu, Daisuke; Otsu, Taisuke - 2021

Persistent link: https://www.econbiz.de/10012627480

Causal inference by quantile regression kink designs

Chiang, Harold D.; Sasaki, Yuya - In: Journal of econometrics 210 (2019) 2, pp. 405-433

Persistent link: https://www.econbiz.de/10012303554

Asymptotic inference for the constrained quantile regression process

Parker, Thomas - In: Journal of econometrics 213 (2019) 1, pp. 174-189

Persistent link: https://www.econbiz.de/10012304547

Exact inference in long-horizon predictive quantile regressions with an application to stock returns

Gungor, Sermin; Luger, Richard - In: Journal of financial econometrics 19 (2021) 4, pp. 746-788

Persistent link: https://www.econbiz.de/10012654991

From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference

Ma, Huijuan; Qin, Jing; Zhou, Yong - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1377-1390

Persistent link: https://www.econbiz.de/10014448657

Wild bootstrap inference for penalized quantile regression for longitudinal data

Lamarche, Carlos; Parker, Thomas - 2022

Persistent link: https://www.econbiz.de/10013499417

Estimation and inference for multi-kink quantile regression

Zhong, Wei; Wan, Chuang; Zhang, Wenyang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1123-1139

Persistent link: https://www.econbiz.de/10013539465

A service of the